DZ Bank Put 850 LRCX 17.01.2025
/ DE000DQ0ABC0
DZ Bank Put 850 LRCX 17.01.2025/ DE000DQ0ABC0 /
| 6/3/2024 8:11:42 AM |
Chg.+0.030 |
Bid10:53:01 AM |
Ask10:53:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
+5.66% |
0.530
Bid Size: 4,500 |
0.570
Ask Size: 4,500 |
Lam Research Corpora... |
850.00 USD |
1/17/2025 |
Put |
Master data
| WKN: |
DQ0ABC |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
850.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
2/7/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.30 |
| Parity: |
-0.76 |
| Time value: |
0.57 |
| Break-even: |
726.22 |
| Moneyness: |
0.91 |
| Premium: |
0.15 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.02 |
| Spread %: |
3.64% |
| Delta: |
-0.30 |
| Theta: |
-0.16 |
| Omega: |
-4.46 |
| Rho: |
-1.94 |
Quote data
| Open: |
0.560 |
| High: |
0.560 |
| Low: |
0.560 |
| Previous Close: |
0.530 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.74% |
| 1 Month |
|
|
-25.33% |
| 3 Months |
|
|
-21.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.450 |
| 1M High / 1M Low: |
0.750 |
0.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.488 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.573 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
